+464.3%
EFX vs PSKY
-42.2%
+506.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.7% | -6.0% |
| 7D | -8.6% | -0.2% | -8.5% | -8.6% |
| 30D | +0.1% | +24.0% | -23.9% | -5.0% |
| 3M | +3.8% | +2.2% | +1.7% | +3.1% |
| 6M | -13.5% | -9.0% | -4.5% | -12.2% |
| YTD | -17.7% | -18.1% | +0.5% | -14.8% |
| 1Y | -25.6% | -25.1% | -0.5% | -22.3% |
| 3Y | -12.1% | -16.3% | +4.2% | -16.7% |
| 5Y | -33.8% | -70.4% | +36.6% | -22.8% |
| 10Y | +45.1% | -74.2% | +119.3% | +49.7% |
| All | +464.3% | -42.2% | +506.5% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling